AMRN Options History — November 2024

In November 2024, AMRN traded between $0.47 and $0.63. ATM implied volatility averaged 105.9%, placing in the 31.6% IV rank vs the trailing year. The 30-day expected move averaged 23.7%. IV traded above realized volatility by 36.6% (HV 20d: 69.3%). Max pain ranged from $0.50 to $0.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.29.

Notable Days

2024-11-13: Highest Volume — 747 contracts
2024-11-22: Largest IV spike — 72.5% change
2024-11-12: Highest IV Rank — 75.9%
2024-11-19: Largest Expected Move — 37.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$0.54	$0.47	$0.63	$0.58	$0.50
Max Pain	$0.50	$0.50	$0.50	$0.50	$0.50
ATM IV	105.9%	43.0%	190.9%	112.9%	78.8%
Expected Move	23.7%	12.3%	37.8%	32.4%	22.6%
HV 20d	69.3%	59.3%	81.2%	61.3%	70.2%
HV 60d	51.2%	46.4%	57.0%	46.9%	57.0%
IV Rank	31.6%	0.0%	75.9%	34.7%	18.5%
IV Percentile	52.1%	0.0%	98.0%	66.7%	25.4%
Term Structure	5.4%	-59.0%	60.9%	-59.0%	49.9%
VWIV	93.9%	27.4%	131.8%	125.3%	106.1%
Skew 25d	-20.1%	-53.2%	19.4%	-22.3%	-32.0%
Skew 10d	-22.7%	-66.0%	19.4%	-28.8%	-32.4%
Call IV 25d	92.2%	33.3%	131.0%	79.6%	102.2%
Put IV 25d	72.1%	45.5%	131.7%	57.3%	70.2%
Bid-Ask Spread %	70.03	42.82	93.71	93.71	72.32
Gamma HHI	0.45	0.31	0.58	0.31	0.49
Net GEX	3.4K	2.5K	4.5K	4.2K	2.7K
Net DEX	-127.2K	-239.4K	-67.3K	-239.4K	-67.3K
Net VEX	-1.1K	-1.8K	-796	-1.8K	-850
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.29	0.00	3.13	1.21	0.01
Total Volume	263.75	25	747	115	72
Total OI	44,546.15	43,675	45,437	43,675	45,368

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2024-11-01	$0.58	$0.50	112.9%	32.4%	61.3%	34.7%	125.3%	-22.3%	-59.0%	4.2K	-239.4K	-1.8K	1.21	93.71	52	63	40,752	2,923
2024-11-04	$0.61	$0.50	117.2%	21.6%	59.3%	37.0%	0.0%	-19.4%	21.3%	4.5K	-226.6K	-1.6K	0.09	71.15	23	2	40,777	2,973
2024-11-05	$0.63	$0.50	113.3%	20.8%	60.1%	34.9%	78.7%	-12.7%	12.7%	4.4K	-211.5K	-1.3K	0.04	68.64	198	7	40,776	2,975
2024-11-06	$0.60	$0.50	133.8%	17.3%	62.5%	45.7%	0.0%	-13.9%	60.9%	4.2K	-222.0K	-1.6K	0.45	68.66	44	20	40,922	2,975
2024-11-07	$0.58	$0.50	149.7%	23.1%	63.8%	54.1%	103.3%	-27.4%	-24.3%	3.8K	-137.5K	-1.1K	0.00	69.78	184	0	40,961	2,955
2024-11-08	$0.57	$0.50	163.6%	24.8%	63.7%	61.5%	0.0%	-3.5%	-27.4%	3.9K	-150.5K	-1.2K	0.00	68.00	129	0	41,092	2,882
2024-11-11	$0.56	$0.50	160.9%	27.0%	63.7%	60.1%	0.0%	-50.8%	-32.4%	4.0K	-157.4K	-1.2K	0.04	65.00	263	11	41,196	2,882
2024-11-12	$0.55	$0.50	190.9%	26.6%	63.8%	75.9%	92.0%	-13.0%	16.8%	3.6K	-151.6K	-1.2K	0.06	74.14	359	20	41,417	2,893
2024-11-13	$0.57	$0.50	71.1%	20.4%	64.8%	12.6%	82.1%	-33.8%	10.2%	3.4K	-155.9K	-1.1K	0.00	89.29	746	1	41,647	2,893
2024-11-14	$0.52	$0.50	93.7%	26.9%	72.3%	24.5%	0.0%	-21.3%	3.9%	3.3K	-106.9K	-1.0K	0.01	87.47	344	2	42,380	2,893
2024-11-15	$0.50	$0.50	122.8%	35.2%	72.8%	39.9%	122.8%	0.3%	-31.0%	2.9K	-71.4K	-907	0.12	66.21	304	36	42,544	2,893
2024-11-18	$0.47	$0.50	102.7%	29.4%	75.3%	29.3%	103.6%	0.5%	-4.3%	2.7K	-72.9K	-866	0.12	63.76	433	50	41,510	2,819
2024-11-19	$0.49	$0.50	131.7%	37.8%	76.9%	44.6%	131.8%	0.7%	-36.2%	2.9K	-80.6K	-917	0.03	66.24	341	9	41,568	2,825
2024-11-20	$0.48	$0.50	90.0%	25.8%	76.4%	22.6%	81.6%	0.7%	-1.1%	2.8K	-71.8K	-818	0.13	66.32	210	28	41,769	2,825
2024-11-21	$0.52	$0.50	43.0%	12.3%	81.1%	0.0%	0.0%	19.4%	46.7%	3.2K	-97.6K	-918	3.13	42.82	120	375	41,843	2,822
2024-11-22	$0.54	$0.50	74.2%	21.3%	81.2%	16.1%	88.3%	-50.9%	4.8%	2.5K	-96.9K	-838	0.03	68.46	372	11	41,888	3,133
2024-11-25	$0.53	$0.50	69.1%	19.8%	71.8%	13.5%	78.0%	-53.2%	-5.4%	2.9K	-86.1K	-796	0.17	66.63	23	4	42,137	3,144
2024-11-26	$0.50	$0.50	49.0%	14.1%	72.6%	3.1%	27.4%	-31.0%	50.2%	2.8K	-67.3K	-863	0.03	65.58	73	2	42,162	3,144
2024-11-27	$0.49	$0.50	50.4%	14.5%	72.6%	3.8%	0.0%	-38.6%	52.5%	2.9K	-72.0K	-918	0.05	66.46	329	15	42,222	3,143
2024-11-29	$0.50	$0.50	78.8%	22.6%	70.2%	18.5%	106.1%	-32.0%	49.9%	2.7K	-67.3K	-850	0.01	72.32	71	1	42,210	3,158